Covivio MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.82% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0909 | 9.25 | |
| 0.6521 | 14.17 | |
| 0.0234 | 1.81 | |
| 0.0900 | 0.87 | |
| 0.2246 | 0.90 | |
| 0.7462 | 2.65 |
Estimation Period:
Sep 6, 2010 to Feb 6, 2026
Sep 6, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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